The Nubile Asian Teens were introduced in Volume 3 in Lee's Palace, asking a confused Scott if he really is Scott Pilgrim. He dismisses their query then moves on. They were later interviewed while Sex Bob-Omb was playing, with positive reviews. One of them even thought Stephen Stills looked hot, while the other rebuked her.
How they knew Scott is unknown, although they could be friends with Knives. Another possibility is that Scott is at least somewhat popular.